Lights inside a semi-transparent object
Add the lamp shader object. (I used the default cube.)
Add a solidify modifier to give the wall some thickness.
Add a shader: Translucent BSDF.


Add a lighting object and place it inside the cube. (I used a Sphere.)
Add a shader: Emission BSDF. Increase the strength.
Use a realistic color management like the filmic lookup.






First screenshot is pbr cycles, second is EEVEE.

For realism, mix the Translucent Shader with Diffuse, Glossy and Refraction and implement the fresnel effect to allow less light through when viewed at an angle.